+157.3%
PHM vs RRC
+154.4%
+2.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.9% |
| 7D | -3.9% | -1.7% | -2.1% | -3.6% |
| 30D | -8.6% | +3.6% | -12.1% | -9.0% |
| 3M | -2.9% | +8.8% | -11.8% | -4.2% |
| 6M | -5.7% | +0.8% | -6.5% | -6.2% |
| YTD | +1.9% | +19.0% | -17.1% | -1.3% |
| 1Y | -12.3% | +22.9% | -35.2% | -15.7% |
| 3Y | +50.8% | +32.3% | +18.5% | +40.7% |
| 5Y | +157.3% | +151.6% | +5.7% | +117.1% |
| All | +157.3% | +154.4% | +2.9% | +117.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RRC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling